- Robustness in stochastic programs with risk constraints2012 | Matematicko-fyzikální fakulta
- Robustness of optimal portfolios under risk and stochastic dominance constraints2014 | Matematicko-fyzikální fakulta
- Output analysis and stress testing for risk constrained portfolios2015 | Matematicko-fyzikální fakulta
- AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY2018 | Matematicko-fyzikální fakulta
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints2014 | Matematicko-fyzikální fakulta
- Chance constrained problems: penalty reformulation and performance of sample approximation technique2012 | Matematicko-fyzikální fakulta
- Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws2020 | Matematicko-fyzikální fakulta
